+8.7%
CNH vs FTV
+4.3%
+4.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -5.0% |
| 7D | +8.8% | -0.4% | +9.2% | +9.1% |
| 30D | +24.7% | -8.3% | +33.0% | +32.2% |
| 3M | +27.3% | -7.4% | +34.7% | +34.0% |
| 6M | +23.2% | -1.2% | +24.4% | +23.6% |
| YTD | +48.9% | +2.7% | +46.2% | +43.9% |
| 1Y | +19.4% | +18.4% | +1.0% | +3.4% |
| 3Y | +7.8% | -2.0% | +9.8% | +5.7% |
| 5Y | +8.7% | +3.4% | +5.3% | -1.8% |
| All | +8.7% | +4.3% | +4.4% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling